Estimation in multivariate log-normal diffusion processes with exogenous factors

  1. Jáimez, R.G.
  2. González Carmona, A.
  3. Torres Ruiz, F.
Journal:
Journal of the Royal Statistical Society. Series C: Applied Statistics

ISSN: 0035-9254

Year of publication: 1997

Volume: 46

Issue: 1

Pages: 140-146

Type: Article

DOI: 10.1111/1467-9876.00054 GOOGLE SCHOLAR
Data source: Scopus